+250.9%
EQIX vs MAS
+213.7%
+37.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +2.2% |
| 7D | -0.1% | +2.0% | -2.1% | -0.8% |
| 30D | -1.8% | +19.4% | -21.2% | -8.1% |
| 3M | -3.4% | +9.4% | -12.8% | -6.9% |
| 6M | -6.0% | +15.3% | -21.3% | -12.0% |
| YTD | +34.2% | +31.3% | +2.9% | +18.2% |
| 1Y | +26.2% | +34.9% | -8.6% | +9.8% |
| 3Y | +41.7% | +58.6% | -16.9% | +11.7% |
| 5Y | +43.1% | +40.7% | +2.4% | +15.8% |
| All | +250.9% | +213.7% | +37.2% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling